The template it checks
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EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_09.02,r0150,c0080,} <= max({C_09.02,r0010,c0080,},{C_09.02,r0020,c0080,},{C_09.02,r0030,c0080,},{C_09.02,r0050,c0080,},{C_09.02,r0051,c0080,},{C_09.02,r0052,c0080,},{C_09.02,r0053,c0080,},{C_09.02,r0054,c0080,},{C_09.02,r0055,c0080,},{C_09.02,r0056,c0080,},{C_09.02,r0057,c0080,},{C_09.02,r0058,c0080,},{C_09.02,r0060,c0080,},{C_09.02,r0070,c0080,},{C_09.02,r0080,c0080,},{C_09.02,r0090,c0080,},{CAnd 1 more, the same formula for the other cells it covers.
Other rules on C 09.02
- A check on geographical breakdown of exposures (v8654_m)Not run yet
- Total exposures must equal the sum of its eight parts (v6052_m)Warning
- Retail secured by immovable property must equal the sum of its two parts (row 0070, v5820_h)Warning
- If credit risk adjustments or write-offs for observed new defaults is not zero, observed new defaults for the period cannot be zero (v4787_m)Warning
- Risk weighted exposure amount after supporting factor must equal the sum of its three parts (v4785_m)Warning
- Original exposure pre conversion factors cannot be less than defaulted (v4784_m)Warning
- Risk weighted exposure amount pre supporting factor cannot be less than defaulted (v4783_m)Warning
- Retail secured by immovable property must equal the sum of its two parts (row 0070, v4782_m)Warning
Every COREP own funds rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.